| Issue |
ITM Web Conf.
Volume 36, 2021
The 16th IMT-GT International Conference on Mathematics, Statistics and their Applications (ICMSA 2020)
|
|
|---|---|---|
| Article Number | 02001 | |
| Number of page(s) | 9 | |
| Section | Financial Mathematics | |
| DOI | https://doi.org/10.1051/itmconf/20213602001 | |
| Published online | 26 January 2021 | |
An indicator for month-trading of stocks
1
Institute of Mathematical Sciences, Faculty of Science, Universiti Malaya, 50603, Kuala Lumpur, Malaysia
2
Metrology Service Center PLT, 40460, Selangor, Malaysia
3
Centre for Mathematical Sciences, Universiti Tunku Abdul Rahman, 43000, Selangor, Malaysia
* Corresponding author: kohyoubeng@um.edu.my
Some individual investors who find day-trading of stocks incompatible with their lifestyle might want to adopt month–trading instead. In this paper, we use the historical monthly share prices to construct an indicator to guide us in trading a portfolio of two stocks in the Malaysian stock market on a monthly basis. Apart from helping us in the selection of the two stocks, the indicator also provides guidance on the choice of the weight of each stock in the portfolio and the determination of the time to invest in the portfolio.
© The Authors, published by EDP Sciences, 2021
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.